+49.7%
GH vs MAS
+42.7%
+7.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.4% |
| 7D | -11.2% | +3.6% | -14.8% | -13.1% |
| 30D | -7.2% | +23.8% | -31.1% | -18.7% |
| 3M | -7.1% | +14.4% | -21.5% | -15.1% |
| 6M | +62.3% | +19.7% | +42.6% | +42.1% |
| YTD | +52.1% | +36.0% | +16.1% | +18.9% |
| 1Y | +58.6% | +40.4% | +18.3% | +20.8% |
| 3Y | +619.9% | +58.9% | +561.0% | +351.7% |
| 5Y | +49.7% | +44.5% | +5.2% | -4.0% |
| All | +49.7% | +42.7% | +7.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling